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[heavy_tails] Incorporate Feedback from #418 #431

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Merged
merged 10 commits into from
Apr 30, 2024
Merged

[heavy_tails] Incorporate Feedback from #418 #431

merged 10 commits into from
Apr 30, 2024

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mmcky
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@mmcky mmcky commented Apr 26, 2024

This PR implements the following changes as discussed in #418

  • minor whitespace formatting updates
  • improve yf.download and suppress messy output
  • add numbered figures and titles
  • reference figures in text (@SylviaZhaooo would you have time to add references using
    {numref}`<label>`
    and review the titles of each figure?)
  • added a Q-Q plot
  • added wiki links re: request for more information on equation 19.4

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@SylviaZhaooo
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I revise the references, and all of them are contextual; there are no references to graphs. Additionally, I make some changes to the titles of the graphs.

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mmcky commented Apr 26, 2024

Thanks @SylviaZhaooo happy for you to commit changes to this branch.

I think I may have confused you. You will see from the netlify deployment figures are now titled and numbered.

https://662b428b92dc90768bd78f2d--taupe-gaufre-c4e660.netlify.app/heavy_tails#hist-obs

This is due to the mystnb markup added to the code-cell in this branch.

You can reference these figures in the text using the numref role and the label (as the name attribute in the figure section of mystnb).

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Oh, I see. Thanks for illustrating the function of the mystnb markup and how to use numref. Now I know how to add numbers to graphs and how to refer to them. There aren't any graphs requiring reference at the moment. I'll certainly make use of the method you provided next time there's a need for adjustments. Thanks so much!

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mmcky commented Apr 29, 2024

Thanks @HumphreyYang for the suggestion of the Q-Q plot.

Is this what you were thinking of: https://662ef57d1ac31245c722536a--taupe-gaufre-c4e660.netlify.app/heavy_tails#q-q-plots

@@ -1096,6 +1096,8 @@ $(0, \infty)$.

The Pareto distribution is also heavy-tailed.

Less formally, a **heavy-tailed** distribution is one that is not exponentially bounded (i.e. the tails are heavier than the exponential distribution).
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@jstac not sure we should keep this but this is one "explanation" based on the wiki page. Thoughts?

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I think it's useful but maybe remove bold face because this is not the formal definition.

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thanks @jstac didn't scroll all the way to see this. 👍

I will adjust now.

@mmcky mmcky marked this pull request as ready for review April 29, 2024 01:29
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HumphreyYang commented Apr 29, 2024

Thanks @HumphreyYang for the suggestion of the Q-Q plot.

Is this what you were thinking of: https://662ef57d1ac31245c722536a--taupe-gaufre-c4e660.netlify.app/heavy_tails#q-q-plots

Many thanks @mmcky. Yes, that's what's on my mind. Personally, I think the Q-Q plot needs to be a square plot to show the tails better : )

---
mystnb:
figure:
caption: Histogram of observations
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@jstac should the be draws instead of observations?

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I think either is fine.

---
mystnb:
figure:
caption: Histogram (Normal vs Bitcoin returns)
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@jstac I have used capitals for Normal and Bitcoin. Is that correct style?

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I usually follow Wikipedia.

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Thanks @jstac I see. I have changed Normal to normal in text and kept Cauchy and Pereto (as names) capitalised as per wikipedia.

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@mmcky
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mmcky commented Apr 29, 2024

These look a lot nicer in jupyter lab re: size. Jupyter book is scaling these down to fit. @jstac would you prefer a 2 x 2 or vertical?

Screenshot 2024-04-29 at 12 11 44 PM

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mmcky commented Apr 29, 2024

@jstac this is ready for review -- with some comments above.

@mmcky mmcky requested a review from jstac April 29, 2024 02:12
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jstac commented Apr 29, 2024

Thanks @mmcky -- please see "I think it's useful but maybe remove bold face because this is not the formal definition."

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jstac commented Apr 30, 2024

Many thanks @mmcky and @SylviaZhaooo . Merging.

@jstac jstac merged commit 3c5585a into main Apr 30, 2024
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@jstac jstac deleted the heavy-tails branch April 30, 2024 05:55
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4 participants